23. Linear Least Squares with Linear Inequality Constraints
Society for Industrial and Applied Mathematics eBooks · 1995
Section 1. INTRODUCTION There are many applications in applied mathematics, physics, statistics, mathematical programming, economics, control theory, social science, and other fields where the usual least squares problem must be reformulated by the introduction of certain inequality constraints. These constraints constitute additional information about a problem. We shall concern ourselves with linear inequality constraints only. A variety of methods have been presented in the literature. We mention particularly papers that have given serious attention to the numerical stability of their methods: Golub and Saunders (1970), Gill and Murray (1970), and Stoer (1971).